-16.4%
PINS vs CLBK
+64.8%
-81.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -12.0% | +1.2% | -13.2% | -12.4% |
| 30D | -12.7% | +9.1% | -21.8% | -15.2% |
| 3M | -5.5% | +27.7% | -33.2% | -12.8% |
| 6M | +5.3% | +40.8% | -35.6% | -6.0% |
| YTD | -21.2% | +66.4% | -87.6% | -33.7% |
| 1Y | -45.0% | +72.4% | -117.4% | -54.5% |
| 3Y | -26.2% | +50.7% | -76.9% | -38.4% |
| 5Y | -64.0% | +42.9% | -106.9% | -70.8% |
| All | -16.4% | +64.8% | -81.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling